package hk.edu.polyu.comp446.group5;

public class Financial {
	private double mean = 0.0;
	private double variance = 0.0;
	private double stdDeviation = 0.0;
	private double valueAtRisk = 0.0;
	private double skew = 0.0;
	private double kurtosis = 0.0;
	private double covariance = 0.0;
	private double correlation = 0.0;
	private double sharpeRatio = 0.0;
	private double globalMin = 0.0;
	private double tangency = 0.0;
	private double efficientPortfolio = 0.0;
	private double efficientPortfolioRisk = 0.0;
	private double efficientPortfolioReturn = 0.0;
	
	public double getEfficientPortfolioRisk() {
		return efficientPortfolioRisk;
	}
	public void setEfficientPortfolioRisk(double efficientPortfolioRisk) {
		this.efficientPortfolioRisk = efficientPortfolioRisk;
	}
	public double getEfficientPortfolioReturn() {
		return efficientPortfolioReturn;
	}
	public void setEfficientPortfolioReturn(double efficientPortfolioReturn) {
		this.efficientPortfolioReturn = efficientPortfolioReturn;
	}
	public double getEfficientPortfolio() {
		return efficientPortfolio;
	}
	public void setEfficientPortfolio(double efficientPortfolio) {
		this.efficientPortfolio = efficientPortfolio;
	}
	private String returnsType = null;
	
	public String getReturnsType() {
		return returnsType;
	}
	public void setReturnsType(String returnsType) {
		this.returnsType = returnsType;
	}
	public double getGlobalMin() {
		return globalMin;
	}
	public void setGlobalMin(double globalMin) {
		this.globalMin = globalMin;
	}
	public double getTangency() {
		return tangency;
	}
	public void setTangency(double tangency) {
		this.tangency = tangency;
	}
	public double getSharpeRatio() {
		return sharpeRatio;
	}
	public void setSharpeRatio(double sharpeRatio) {
		this.sharpeRatio = sharpeRatio;
	}
	public double getCorrelation() {
		return correlation;
	}
	public void setCorrelation(double correlation) {
		this.correlation = correlation;
	}
	public double getCovariance() {
		return covariance;
	}
	public void setCovariance(double covariance) {
		this.covariance = covariance;
	}
	public double getMean() {
		return mean;
	}
	public void setMean(double mean) {
		this.mean = mean;
	}
	public double getVariance() {
		return variance;
	}
	public void setVariance(double variance) {
		this.variance = variance;
	}
	public double getStdDeviation() {
		return stdDeviation;
	}
	public void setStdDeviation(double stdDeviation) {
		this.stdDeviation = stdDeviation;
	}
	public double getSkew() {
		return skew;
	}
	public void setSkew(double skew) {
		this.skew = skew;
	}
	public double getKurtosis() {
		return kurtosis;
	}
	public void setKurtosis(double kurtosis) {
		this.kurtosis = kurtosis;
	}
	public double getValueAtRisk() {
		return valueAtRisk;
	}
	public void setValueAtRisk(double valueAtRisk) {
		this.valueAtRisk = valueAtRisk;
	}
}
